+320.5%
TMUS vs EFX
+465.7%
-145.2%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -6.4% | +2.9% | -0.9% |
| 7D | +0.1% | -8.6% | +8.7% | +3.8% |
| 30D | +5.3% | +0.1% | +5.1% | +4.9% |
| 3M | +3.1% | +3.8% | -0.7% | +0.9% |
| 6M | -16.5% | -13.5% | -2.9% | -12.5% |
| YTD | -9.2% | -17.7% | +8.5% | -4.1% |
| 1Y | -26.5% | -25.6% | -0.9% | -19.5% |
| 3Y | +39.0% | -12.1% | +51.1% | +32.6% |
| 5Y | +40.4% | -33.8% | +74.2% | +46.4% |
| 10Y | +303.7% | +45.1% | +258.6% | +144.6% |
| All | +320.5% | +465.7% | -145.2% | -13.9% |
Cumulative growth
Daily Returns
Daily percentage return beside EFX.
Daily Out/Under-Performance
Portfolio return minus EFX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFX return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded EFX wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling